Context Capital Management, LLC

Q3 2023 13F-HR Holdings

Location
Lajolla, CA
Holdings as of
9/30/2023
Date filed
11/13/2023
Form type
13F-HR
Num holdings
311
Total value ($000)
$1,246,716
Net value change ($000)
+140,406 (12.7%)
New positions
4
Sold out positions
12
Turnover %
80.0%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q2 2023
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
APO 5,218 NEW
ALCY 1,033 NEW
99 Acquisition Group Inc. 389 NEW
INTEGRATED RAIL & RESOURCES ACQUISITION CORP 165 1.2%
SMNR 73 2.2%
EMCGF 68 2.2%
CF ACQUISITION CORP IV 57 1.4%
CF Acquisition Corp. VII 42 1.1%
KVAC 31 NEW
LEARN CW INVESTMENT COR 23 1.3%
Top Reduces (Value $000, Stocks/ETFs)
Global Blockchain Acquisition Corp. -4,180 -100.0%
Belong Acquisition Corp. -3,579 -100.0%
iCoreConnect Inc. -3,440 -100.0%
FTAC ZEUS ACQUISITION CORP. -3,128 -100.0%
AIMTF -2,110 -100.0%
AxonPrime Infrastructure Acquisition Corp -2,009 -100.0%
RDZN -1,855 -100.0%
FTII -1,604 -100.0%
Bilander Acquisition Corp. -1,524 -100.0%
ALCY -1,025 -100.0%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type